Conflict Palette for Device Key in the same App

I like using Caps Lock as part of my macros, this means that I have to map Hot Key trigger as Device Key + Other Button, but have multiple device keys for the same macro (see picture).

All works fine, but I don't want the Conflict Palette to show up when I use the macro, because there's no real conflict going on as far as I can tell.

How do I do this?

And also, how do I depress Caps Lock at the end of the Macro?